SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 74300 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 74300 expiring on 22NOV2024
Delta for 74300 CE is 0.00
Historical price for 74300 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 22NOV2024 74300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.79
Theta: -11.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.75 | 0.35 | 29.70 | 42,532 | 4,503 | 5,364 |
| 19 Nov | 77578.38 | 2.4 | -4.90 | 19.19 | 8,818 | 692 | 861 |
| 18 Nov | 77339.01 | 7.3 | 18.02 | 1,049 | 169 | 169 | |
For Sensex - strike price 74300 expiring on 22NOV2024
Delta for 74300 PE is -0.01
Historical price for 74300 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 29.70, the open interest changed by 4503 which increased total open position to 5364
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2.4, which was -4.90 lower than the previous day. The implied volatity was 19.19, the open interest changed by 692 which increased total open position to 861
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was 18.02, the open interest changed by 169 which increased total open position to 169
